The Dakota team performs regular training for DOE laboratories and industrial CRADA partners, but not normally for other users. Our introductory training sessions closely follow the User's Manual, especially Chapter 2, so careful study of this document should be enough to get you started.
When contacting the dakota-users mailing list or other mechanism for help, please clearly specify (1) what you expected to happen, (2) what you tried, and (3) what resulted instead. In particular, be sure to include the following:
Not in the sense of commercial software. See Help Resources for getting help with Dakota. We track problem reports and enhancement suggestions in Trac, where they are are vetted, prioritized, and planned. Enhancements are then accessible through our Stable releases.